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OCA orders

I haven't noticed any support for OCA (One-Cancels-All) orders.

Perhaps I missed it? If not, is there any intention to add this feature?

Thank you.

2 responses

Hi Colin,

Currently Quantopian only supports market and limit orders, I don't have a timeline for adding additional order types. Currently the highest priorities on my list are to add order types for time-slicing large order sizes (e.g. VWAP best efforts and Accumulate/Distribute).

Can you give me any more detail on your use case for OCA orders?

Best regards, Jess


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I was trying to create a simple bracket order (e.g. buy at market, sell @ market + $1.00, stop @ market - $1.00) and realized it wasn't possible.

I could create some code to do this manually, but without the OCA there is a risk that both the stop and the limit get executed within the same price bar.